Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 307'612 CHF | 104'537 CHF | 98.93% | 98.93% |
12.07.2024 | 2.07% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 599'883 | 199'961 | 287'127 CHF | 97'709 CHF | 99.00% | 99.00% |
11.07.2024 | 2.32% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 255'303 CHF | 87'101 CHF | 98.99% | 98.99% |
10.07.2024 | 2.53% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 234'662 CHF | 80'221 CHF | 99.17% | 99.17% |
09.07.2024 | 2.51% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 236'117 CHF | 80'706 CHF | 99.07% | 99.07% |
08.07.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 268'598 CHF | 91'533 CHF | 99.09% | 99.09% |
05.07.2024 | 2.09% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 284'266 CHF | 96'755 CHF | 99.05% | 99.05% |
04.07.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 264'913 CHF | 90'304 CHF | 99.07% | 99.07% |
03.07.2024 | 2.34% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 253'560 CHF | 86'520 CHF | 99.17% | 99.17% |
02.07.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 246'217 CHF | 84'072 CHF | 99.17% | 99.17% |